Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51605.66 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48406.6 Kr¶

PnL: ---------------------------------------> -680.97 Kr¶

DD now: ---------------------------------> -0.652 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 14:09:54.226136'

Anic Portfolio¶

Today¶

Return: -0.065 %¶

This Week¶

Return: 8.581 %¶

Total¶

Return: 68.944 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 3.910000 808.800000 135.800000 20.180000 673.000000
Nordea Bank Abp 29 0.540000 3550.760000 96.760000 2.800000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
FM Mattsson Mora Group B 54 -4.570000 3267.000000 87.000000 2.740000 3180.000006
SAAB B 8 1.380000 3464.000000 87.000000 2.580000 3377.000000
Swedbank A 3 1.800000 612.000000 48.000000 8.510000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
Resurs Holding 22 0.830000 616.440000 42.440000 7.390000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.210000 388.300000 33.300000 9.380000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.450000 552.600000 25.600000 4.860000 527.000000
OEM International B 7 1.810000 552.300000 24.300000 4.600000 527.999997
Securitas B 6 2.350000 585.480000 15.480000 2.720000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Karnov Group 9 -0.830000 535.500000 -0.500000 -0.090000 536.000004
Handelsbanken A 5 0.050000 544.500000 -1.500000 -0.270000 546.000000
Corem Property Group B 59 1.670000 573.190000 -3.810000 -0.660000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.610000 507.910000 -26.090000 -4.890000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.760000 535.800000 -38.200000 -6.660000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Beijer Electronics Group 27 -2.520000 2926.800000 -157.200000 -5.100000 3083.999994
Axfood 15 -3.270000 3901.500000 -398.500000 -9.270000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48406.600000 -680.970000 -0.65208% 49087.564636

Updated:¶

'2023-02-01 14:10:07.656393'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶